Hello,
ֲ I run the regression:
Y = α + β1 X + β2 Dummy variable*X + β3 Dummy variable + ε
β1
is negative and
β2
is positive.
I want to verify that the sum :
β1+β2
is positive and significant, or ֲ in other words, ֲ
that
β2>β1
and that the difference is significant.
According to the ֲ values the coefficients , ֲ indeed ֲ
β2>β1
but I'm ֲ looking ֲ for statistical test that verify that the difference is significant.
Does SAS perform this kind of test?
Thank You,
Lior
The TEST statement in PROC REG will test if the two parameters are equal. If the test decides they are not equal and also b2 > b1 then you have statistical evidence that b2 > b1. You might have to adjust the p-values to make it a one-sided test.
The TEST statement in PROC REG will test if the two parameters are equal. If the test decides they are not equal and also b2 > b1 then you have statistical evidence that b2 > b1. You might have to adjust the p-values to make it a one-sided test.
thank you!
thank you!
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